mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 6,624 6,776 152 2.3% 7,278
High 6,925 6,819 -106 -1.5% 7,446
Low 6,563 6,492 -71 -1.1% 6,975
Close 6,785 6,586 -199 -2.9% 7,010
Range 362 327 -35 -9.7% 471
ATR 243 249 6 2.5% 0
Volume 539 865 326 60.5% 1,721
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 7,613 7,427 6,766
R3 7,286 7,100 6,676
R2 6,959 6,959 6,646
R1 6,773 6,773 6,616 6,703
PP 6,632 6,632 6,632 6,597
S1 6,446 6,446 6,556 6,376
S2 6,305 6,305 6,526
S3 5,978 6,119 6,496
S4 5,651 5,792 6,406
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 8,557 8,254 7,269
R3 8,086 7,783 7,140
R2 7,615 7,615 7,096
R1 7,312 7,312 7,053 7,228
PP 7,144 7,144 7,144 7,102
S1 6,841 6,841 6,967 6,757
S2 6,673 6,673 6,924
S3 6,202 6,370 6,881
S4 5,731 5,899 6,751
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,161 6,492 669 10.2% 280 4.2% 14% False True 546
10 7,446 6,492 954 14.5% 277 4.2% 10% False True 444
20 8,235 6,492 1,743 26.5% 244 3.7% 5% False True 284
40 8,721 6,492 2,229 33.8% 241 3.7% 4% False True 156
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,209
2.618 7,675
1.618 7,348
1.000 7,146
0.618 7,021
HIGH 6,819
0.618 6,694
0.500 6,656
0.382 6,617
LOW 6,492
0.618 6,290
1.000 6,165
1.618 5,963
2.618 5,636
4.250 5,102
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 6,656 6,709
PP 6,632 6,668
S1 6,609 6,627

These figures are updated between 7pm and 10pm EST after a trading day.

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